+42.3%
SWKS vs HUBB
+427.3%
-384.9%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HUBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.1% | +3.6% | +2.8% |
| 7D | +6.8% | +1.1% | +5.7% | +6.0% |
| 30D | +11.3% | -9.6% | +20.9% | +18.0% |
| 3M | +4.1% | -6.2% | +10.2% | +7.6% |
| 6M | +39.7% | -6.2% | +45.8% | +42.3% |
| YTD | +23.2% | +3.4% | +19.9% | +17.2% |
| 1Y | +5.3% | +5.3% | 0.0% | -1.3% |
| 3Y | -15.1% | +44.4% | -59.5% | -37.0% |
| 5Y | -50.3% | +152.4% | -202.7% | -75.3% |
| 10Y | +42.3% | +437.0% | -394.7% | -56.9% |
| All | +42.3% | +427.3% | -384.9% | -56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HUBB.
Daily Out/Under-Performance
Portfolio return minus HUBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HUBB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HUBB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling